+26.7%
CP vs LBRT
-38.0%
+64.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.1% |
| 7D | +2.8% | -29.1% | +31.9% | +5.1% |
| 30D | +10.2% | -38.4% | +48.6% | +13.8% |
| 3M | +2.4% | -40.1% | +42.4% | +5.7% |
| 6M | +7.7% | -62.9% | +70.6% | +15.9% |
| YTD | +26.0% | -34.5% | +60.5% | +26.3% |
| 1Y | +34.6% | -30.2% | +64.8% | +33.8% |
| 3Y | +26.7% | -37.5% | +64.1% | +23.7% |
| All | +26.7% | -38.0% | +64.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling